Georgia would be a lovely sibling name for Mae's sister. Both names have spunk with a little sass added in for good measure. I don't know why you would think it had teasing potential. Personally, I can't think of any issues. Since Georgia is a place name, I would eliminate any word names in the middle spot to avoid combos that are too descriptive.

I think the teasing potential would depend on the sensitivity level of the kid. I know a 7-year-old Georgia and I've asked her if she gets teased, she's always said no. I hear people call her George, Georgie, Georgia-pordgia and curious George, but she doesn't object to any of it. A more sensitive kid might get upset, but I'd imagine only mildly.